Access Statistics for Nathan Lassance

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Maximizing the Out-of-Sample Sharpe Ratio 1 1 3 33 1 2 6 71
Optimal Portfolio Diversification via Independent Component Analysis 0 0 0 0 0 1 2 16
Portfolio Selection: A Target-Distribution Approach 0 0 1 7 0 0 1 8
Total Working Papers 1 1 4 40 1 3 9 95


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A comparison of pricing and hedging performances of equity derivatives models 0 0 0 8 0 0 1 25
Minimum Rényi entropy portfolios 0 0 0 7 3 3 5 36
Portfolio selection with parsimonious higher comoments estimation 0 0 1 5 0 0 3 31
Reconciling mean-variance portfolio theory with non-Gaussian returns 0 0 0 4 0 0 2 15
Total Journal Articles 0 0 1 24 3 3 11 107


Statistics updated 2025-07-04